+249.6%
HL vs ABCL
+185.8%
+63.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | -11.1% | -3.3% | -7.8% | -10.3% |
| 30D | -12.1% | -7.1% | -5.0% | -10.7% |
| 3M | -26.1% | +4.7% | -30.8% | -27.9% |
| 6M | -37.7% | +140.9% | -178.6% | -52.8% |
| YTD | -31.7% | +236.0% | -267.7% | -52.8% |
| 1Y | -11.6% | +217.4% | -229.0% | -38.3% |
| 3Y | +249.6% | +188.7% | +60.9% | +140.4% |
| All | +249.6% | +185.8% | +63.8% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling